Hi, I am college student from Barcelona. It is hard to learn Stata by myself because the teacher does not explain how to use commands, what they do... and we are in an introductory subject. The homework for this weekend uses a dataset with wage and some covariates, and we should use the lasso and ridge approach. He encouraged us to create as many variables as we can (I do not why, dummies, etc...). But he told that we should install (net install elasticregress, replace) and (ssc install lassopack, replace). I suppose that it install some new commands.
In the second question he says that we should use the commands rlasso and lassoregress. I do not know what is the difference between both commands, I could not fin it in Internet. Also I saw an extra command called lasso2. What they do? Thank you.
2) Use the lasso methods (rlasso, lassoregress and ridgeregress) to select the most relevant covariates for the analysis.
Related Posts with Lasso regress questions
fixed effect in this caseI have a measure that varies within the industry. Specifically, it's a rank that varies from 0 to 9.…
PPMLHDFE and LassoHi all, I'm looking to do some gravity modelling with a large number of rhs variables and interacti…
How to tranfer a temporary variable from one ado to anotherI have two ados: Ado1 for an estimation command calling Ado2 in ml model, and Ado2 for the estimatio…
comparing prevalence bwteen quartilesDear all, I have a continuous variable X that i categorized into 4 quartiles (1,2,3 and 4). i also h…
Creating new observationsI have a dataset that consists of sub-boroughs of New York City, this is a panel dataset ranging fro…
Subscribe to:
Post Comments (Atom)
0 Response to Lasso regress questions
Post a Comment